Supavitch Nakburee

  • Student


Supavitch Nakburee

Supavitch Nakburee started off his journey in quantitative finance with MSFE at NYU Tandon in 2020. Prior to joining the program, he graduated from Chulalongkorn University in Thailand with Actuarial science and statistics in his undergraduate degree and had an experience of an exchange study semester at Queen’s University at Kingston in Canada. Supavitch is driven by his passion for computational finance as it is a tool to manipulate uncertainty and fluctuation of high-frequency movement of financial markets. The expectation of random events can derive such an intricate pricing model of financial products that help investors/people deal with unforeseeable circumstances.

During his time in the MSFE program, Supavitch has participated in several academic events. He led a team of six students to participate in the IAQF competition, conducting an in-depth analysis of using crude oil as a predictor of what the public cares about such as Gasoline price and Carbon Dioxide concentration by performing time-series analysis and machine learning techniques extracting an inside embedded in crude oil prices. Furthermore, his interest in option pricing has pushed him to participate in independent research opportunities with Professor DR. Peter Carr and other two practitioners who work in the industry for an innovative downside product with lower premiums.

As stepping up to be the President of the Bulls and Bears Club, Supavitch has organized several talks for the FRE student body and aims to bridge a gap between students and industry by inviting valuable speakers on topics based on the student body’s interests.

Supavitch has various professional backgrounds in quantitative fields such as an actuarial pricing intern at AIA life insurance, Thailand, an analyst intern in corporate venture capital at PTT PCL, and a data analyst at Agoda company, BKNG - Nasdaq, headquartered in Thailand. In his leisure time, Supavitch is a competitive badminton player, an active explorer in New York City, and an advocate for volunteering in education.